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Empirical supremum rejection sampling
Authors:Caffo  Brian S; Booth  James G; Davison  A C
Institution:1 Department of Biostatistics, Johns Hopkins University, Baltimore, Maryland 21205, U.S.Abcaffo{at}jhsph.edu 2 Department of Statistics, University of Florida, Gainesville, Florida 32611, U.S.A.jbooth{at}stat.ufl.edu 3 Institute of Mathematics, Swiss Federal Institute of Technology, 1015 Lausanne, Switzerland anthony.davison{at}epfl.ch
Abstract:
Keywords:Accept-reject  Candidate distribution  Monte Carlo  Sample maximum  Super-effcient estimator
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